摘要
寿险中的利率随机问题,是近来保险精算研究的热点和重点问题之一。本文以即时给付的一类增额寿险为对象,对随机利率采用Gauss过程建模,研究给付现值及其各阶矩。
The study of interest randomness is one of the heated and major problems of auctuarial science in recent years.In this paper, for increasing payment life insurance, we set up the model of increasing payments in terms of Gauss process. We study all order moment of payable present value of immediately payable increasing life insurance. Finally, the concise expression is given in some special cases.
出处
《运筹与管理》
CSCD
2005年第2期125-128,共4页
Operations Research and Management Science
基金
安徽省教育厅科研基金资助项目(2001KJ055)
关键词
精算学
增额寿险
随机利率
给付现值
actuarial mathematics
increasing payment life insurance
random rates of interest
payable present value
